Accuracy of perturbative master equations

We consider open quantum systems with dynamics described by master equations that have perturbative expansions in the system-environment interaction. We show that, contrary to intuition, full-time solutions of order-2n accuracy require an order-(2n + 2) master equation. We give two examples of such inaccuracies in the solutions to an order-2n master equation: order-2n inaccuracies in the steady state of the system and order-2n positivity violations. We show how these arise in a specific example for which exact solutions are available. This result has a wide-ranging impact on the validity of coupling (or friction) sensitive results derived from second-order convolutionless, Nakajima-Zwanzig, Redfield, and Born-Markov master equations.